#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Processes;
using Cephei.QL.Models;
using Cephei.QL.Math.Optimization;
using Cephei.QL.Math;
namespace Cephei.QL.Models.Equity
{
     // <summary> 
	// ! References:  Heston, Steven L., 1993. A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options.  The review of Financial Studies, Volume 6, Issue 2, 327-343.  \test calibration is tested against known good values.
	// </summary>
    [Guid ("0FFD1BF3-0CFB-4aec-877F-A374B5F245D5"),ComVisible(true)]
	public interface IHestonModel : Cephei.QL.Models.ICalibratedModel
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 Double Kappa {get;}
        
		 Cephei.QL.Processes.IHestonProcess Process {get;}
        
		 Double Rho {get;}
        
		 Double Sigma {get;}
        
		 Double Theta {get;}
        
		 Double V0 {get;}
    }

    // <summary> 
	// ! References:  Heston, Steven L., 1993. A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options.  The review of Financial Studies, Volume 6, Issue 2, 327-343.  \test calibration is tested against known good values. Factory
	// </summary>
   	[ComVisible(true)]
    public interface IHestonModel_Factory // : Collection_Factory<IHestonModel, ICell<IHestonModel>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    IHestonModel Create (Cephei.QL.Processes.IHestonProcess process);
    }
}

